+231.7%
PLD vs CAG
-38.1%
+269.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -0.8% | +5.8% | -6.6% | -2.4% |
| 30D | -0.3% | +16.4% | -16.6% | -4.6% |
| 3M | -8.0% | +3.8% | -11.8% | -9.3% |
| 6M | -9.8% | +10.8% | -20.6% | -13.0% |
| YTD | +1.8% | -5.8% | +7.6% | +2.1% |
| 1Y | +5.6% | -2.4% | +8.0% | +4.8% |
| 3Y | +33.3% | -33.4% | +66.7% | +46.1% |
| 5Y | +0.3% | -39.4% | +39.7% | +12.5% |
| All | +231.7% | -38.1% | +269.7% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling